[superuser2]

This is an easy thing to say, but stores with a reasonable selection of headphones you can listen to are rare. The best option for your taste/budget at the Best Buy display, for example, are rarely the best choice for the money.

Many of the beast headphones aren't consumer products and aren't sold in mainstream retail outlets. I love my Sennheiser HD380s but I know about them because I'm an amateur engineer and they're great for live monitoring.

Really, just look at Sennheiser, AT, Shure, Koss, Grado, Beyerdynamic, ... Anything mainstream that's not Beats or Bose is probably worth looking into.